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person:"Rombouts, Jeroen V. K."
~isPartOf:"Journal of financial econometrics"
~person:"Francq, Christian"
~person:"Ibrushi, Denada"
~person:"Kang, Sang Hoon"
~subject:"Risikomaß"
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Journal of financial econometrics
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Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
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